mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 11,020 10,950 -70 -0.6% 11,020
High 11,070 11,019 -51 -0.5% 11,128
Low 10,944 10,950 6 0.1% 10,913
Close 10,989 11,003 14 0.1% 11,003
Range 126 69 -57 -45.2% 215
ATR 127 123 -4 -3.3% 0
Volume 147 104 -43 -29.3% 411
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,198 11,169 11,041
R3 11,129 11,100 11,022
R2 11,060 11,060 11,016
R1 11,031 11,031 11,009 11,046
PP 10,991 10,991 10,991 10,998
S1 10,962 10,962 10,997 10,977
S2 10,922 10,922 10,990
S3 10,853 10,893 10,984
S4 10,784 10,824 10,965
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 11,660 11,546 11,121
R3 11,445 11,331 11,062
R2 11,230 11,230 11,043
R1 11,116 11,116 11,023 11,066
PP 11,015 11,015 11,015 10,989
S1 10,901 10,901 10,983 10,851
S2 10,800 10,800 10,964
S3 10,585 10,686 10,944
S4 10,370 10,471 10,885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,128 10,913 215 2.0% 112 1.0% 42% False False 82
10 11,128 10,794 334 3.0% 130 1.2% 63% False False 78
20 11,128 10,575 553 5.0% 130 1.2% 77% False False 63
40 11,128 10,206 922 8.4% 111 1.0% 86% False False 50
60 11,128 9,790 1,338 12.2% 91 0.8% 91% False False 34
80 11,128 9,790 1,338 12.2% 70 0.6% 91% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,312
2.618 11,200
1.618 11,131
1.000 11,088
0.618 11,062
HIGH 11,019
0.618 10,993
0.500 10,985
0.382 10,976
LOW 10,950
0.618 10,907
1.000 10,881
1.618 10,838
2.618 10,769
4.250 10,657
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 10,997 11,000
PP 10,991 10,996
S1 10,985 10,993

These figures are updated between 7pm and 10pm EST after a trading day.

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